+680.3%
SNPS vs NTRA
+1,700.8%
-1,020.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.8% | -0.2% |
| 7D | -5.5% | +1.1% | -6.5% | -5.7% |
| 30D | -5.8% | +0.6% | -6.4% | -5.9% |
| 3M | -17.2% | +51.8% | -69.0% | -23.9% |
| 6M | -10.4% | +63.6% | -74.0% | -19.4% |
| YTD | -16.5% | +41.5% | -58.0% | -23.0% |
| 1Y | -35.6% | +93.6% | -129.3% | -43.8% |
| 3Y | -14.6% | +498.0% | -512.7% | -39.5% |
| 5Y | +16.5% | +172.5% | -156.0% | -12.9% |
| 10Y | +556.6% | +2,960.8% | -2,404.3% | +259.5% |
| All | +680.3% | +1,700.8% | -1,020.5% | +328.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRA.
Daily Out/Under-Performance
Portfolio return minus NTRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded NTRA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling